+258.3%
VZ vs IWF
+649.6%
-391.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.5% |
| 7D | +2.1% | -5.0% | +7.1% | +4.4% |
| 30D | +1.4% | -13.2% | +14.6% | +7.7% |
| 3M | -1.3% | -9.4% | +8.2% | +2.7% |
| 6M | -0.5% | -8.6% | +8.0% | +2.3% |
| YTD | +19.6% | -5.3% | +24.9% | +20.3% |
| 1Y | +22.4% | -5.0% | +27.4% | +22.7% |
| 3Y | +55.9% | +64.6% | -8.8% | +14.2% |
| 5Y | +20.4% | +50.8% | -30.4% | -10.3% |
| 10Y | +66.9% | +385.7% | -318.8% | -42.1% |
| All | +258.3% | +649.6% | -391.3% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IWF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling